Dialeurodes citri is a major pest in citrus producing areas, and large-scale outbreaks have occurred increasingly often in recent years. Lecanicillium attenuatum is an important entomopathogenic fungus that can parasitize and kill D. citri. We separated the fungus from corpses of D. citri larvae. However, the sound immune defense system of pests makes infection by an entomopathogenic fungus difficult. Here we used RNA sequencing technology (RNA-Seq) to build a transcriptome database for D. citri and performed digital gene expression profiling to screen genes that act in the immune defense of D. citri larvae infected with a pathogenic fungus. De novo assembly generated 84,733 unigenes with mean length of 772 nt. All unigenes were searched against GO, Nr, Swiss-Prot, COG, and KEGG databases and a total of 28,190 (33.3%) unigenes were annotated. We identified 129 immunity-related unigenes in transcriptome database that were related to pattern recognition receptors, information transduction factors and response factors. From the digital gene expression profile, we identified 441 unigenes that were differentially expressed in D. citri infected with L. attenuatum. Through calculated Log2Ratio values, we identified genes for which fold changes in expression were obvious, including cuticle protein, vitellogenin, cathepsin, prophenoloxidase, clip-domain serine protease, lysozyme, and others. Subsequent quantitative real-time polymerase chain reaction analysis verified the results. The identified genes may serve as target genes for microbial control of D. citri.